Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space
Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addres...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Du, Kai [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2011 |
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| Schlagwörter: |
Backward stochastic differential equation Stochastic partial differential equation |
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| Anmerkung: |
© Springer Science+Business Media, LLC 2011 |
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| Übergeordnetes Werk: |
Enthalten in: Applied mathematics & optimization - New York, NY : Springer, 1974, 65(2011), 2 vom: 07. Dez., Seite 175-219 |
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| Übergeordnetes Werk: |
volume:65 ; year:2011 ; number:2 ; day:07 ; month:12 ; pages:175-219 |
| Links: |
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| DOI / URN: |
10.1007/s00245-011-9154-9 |
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| Katalog-ID: |
SPR002758903 |
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| 245 | 1 | 0 | |a Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space |
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| 520 | |a Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. | ||
| 650 | 4 | |a Backward stochastic differential equation |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Stochastic partial differential equation |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Backward stochastic partial differential equation |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Bessel potentials |7 (dpeaa)DE-He213 | |
| 700 | 1 | |a Qiu, Jinniao |4 aut | |
| 700 | 1 | |a Tang, Shanjian |4 aut | |
| 773 | 0 | 8 | |i Enthalten in |t Applied mathematics & optimization |d New York, NY : Springer, 1974 |g 65(2011), 2 vom: 07. Dez., Seite 175-219 |w (DE-627)23550310X |w (DE-600)1398298-9 |x 1432-0606 |7 nnns |
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2011 |
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2011 |
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10.1007/s00245-011-9154-9 doi (DE-627)SPR002758903 (SPR)s00245-011-9154-9-e DE-627 ger DE-627 rakwb eng Du, Kai verfasserin aut Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC 2011 Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. Backward stochastic differential equation (dpeaa)DE-He213 Stochastic partial differential equation (dpeaa)DE-He213 Backward stochastic partial differential equation (dpeaa)DE-He213 Bessel potentials (dpeaa)DE-He213 Qiu, Jinniao aut Tang, Shanjian aut Enthalten in Applied mathematics & optimization New York, NY : Springer, 1974 65(2011), 2 vom: 07. Dez., Seite 175-219 (DE-627)23550310X (DE-600)1398298-9 1432-0606 nnns volume:65 year:2011 number:2 day:07 month:12 pages:175-219 https://dx.doi.org/10.1007/s00245-011-9154-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 65 2011 2 07 12 175-219 |
| spelling |
10.1007/s00245-011-9154-9 doi (DE-627)SPR002758903 (SPR)s00245-011-9154-9-e DE-627 ger DE-627 rakwb eng Du, Kai verfasserin aut Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC 2011 Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. Backward stochastic differential equation (dpeaa)DE-He213 Stochastic partial differential equation (dpeaa)DE-He213 Backward stochastic partial differential equation (dpeaa)DE-He213 Bessel potentials (dpeaa)DE-He213 Qiu, Jinniao aut Tang, Shanjian aut Enthalten in Applied mathematics & optimization New York, NY : Springer, 1974 65(2011), 2 vom: 07. Dez., Seite 175-219 (DE-627)23550310X (DE-600)1398298-9 1432-0606 nnns volume:65 year:2011 number:2 day:07 month:12 pages:175-219 https://dx.doi.org/10.1007/s00245-011-9154-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 65 2011 2 07 12 175-219 |
| allfields_unstemmed |
10.1007/s00245-011-9154-9 doi (DE-627)SPR002758903 (SPR)s00245-011-9154-9-e DE-627 ger DE-627 rakwb eng Du, Kai verfasserin aut Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC 2011 Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. Backward stochastic differential equation (dpeaa)DE-He213 Stochastic partial differential equation (dpeaa)DE-He213 Backward stochastic partial differential equation (dpeaa)DE-He213 Bessel potentials (dpeaa)DE-He213 Qiu, Jinniao aut Tang, Shanjian aut Enthalten in Applied mathematics & optimization New York, NY : Springer, 1974 65(2011), 2 vom: 07. Dez., Seite 175-219 (DE-627)23550310X (DE-600)1398298-9 1432-0606 nnns volume:65 year:2011 number:2 day:07 month:12 pages:175-219 https://dx.doi.org/10.1007/s00245-011-9154-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 65 2011 2 07 12 175-219 |
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10.1007/s00245-011-9154-9 doi (DE-627)SPR002758903 (SPR)s00245-011-9154-9-e DE-627 ger DE-627 rakwb eng Du, Kai verfasserin aut Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC 2011 Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. Backward stochastic differential equation (dpeaa)DE-He213 Stochastic partial differential equation (dpeaa)DE-He213 Backward stochastic partial differential equation (dpeaa)DE-He213 Bessel potentials (dpeaa)DE-He213 Qiu, Jinniao aut Tang, Shanjian aut Enthalten in Applied mathematics & optimization New York, NY : Springer, 1974 65(2011), 2 vom: 07. Dez., Seite 175-219 (DE-627)23550310X (DE-600)1398298-9 1432-0606 nnns volume:65 year:2011 number:2 day:07 month:12 pages:175-219 https://dx.doi.org/10.1007/s00245-011-9154-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 65 2011 2 07 12 175-219 |
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10.1007/s00245-011-9154-9 doi (DE-627)SPR002758903 (SPR)s00245-011-9154-9-e DE-627 ger DE-627 rakwb eng Du, Kai verfasserin aut Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC 2011 Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. Backward stochastic differential equation (dpeaa)DE-He213 Stochastic partial differential equation (dpeaa)DE-He213 Backward stochastic partial differential equation (dpeaa)DE-He213 Bessel potentials (dpeaa)DE-He213 Qiu, Jinniao aut Tang, Shanjian aut Enthalten in Applied mathematics & optimization New York, NY : Springer, 1974 65(2011), 2 vom: 07. Dez., Seite 175-219 (DE-627)23550310X (DE-600)1398298-9 1432-0606 nnns volume:65 year:2011 number:2 day:07 month:12 pages:175-219 https://dx.doi.org/10.1007/s00245-011-9154-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 65 2011 2 07 12 175-219 |
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Enthalten in Applied mathematics & optimization 65(2011), 2 vom: 07. Dez., Seite 175-219 volume:65 year:2011 number:2 day:07 month:12 pages:175-219 |
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lp theory for super-parabolic backward stochastic partial differential equations in the whole space |
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Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space |
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Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. © Springer Science+Business Media, LLC 2011 |
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Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. © Springer Science+Business Media, LLC 2011 |
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Abstract This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed. © Springer Science+Business Media, LLC 2011 |
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